+1,418.0%
QLD vs BB
+33.0%
+1,384.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.5% | +1.3% | +5.0% |
| 7D | -1.4% | +15.0% | -16.4% | -5.6% |
| 30D | -19.6% | +3.5% | -23.1% | -20.5% |
| 3M | -14.1% | +2.7% | -16.8% | -15.6% |
| 6M | -13.6% | +44.7% | -58.4% | -25.6% |
| YTD | +12.5% | +143.3% | -130.7% | -18.8% |
| 1Y | +13.1% | +102.2% | -89.0% | -13.9% |
| 3Y | +154.7% | +156.1% | -1.4% | +66.8% |
| 5Y | +81.1% | -17.6% | +98.7% | +61.3% |
| 10Y | +1,418.0% | +29.0% | +1,389.0% | +743.8% |
| All | +1,418.0% | +33.0% | +1,384.9% | +743.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling